+15.5%
FSLR vs MTCH
-2.2%
+17.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | -14.0% | +13.6% | -27.6% | -16.5% |
| 3M | -16.9% | +22.4% | -39.3% | -20.8% |
| 6M | +4.7% | +37.2% | -32.4% | -3.2% |
| YTD | -20.7% | +31.8% | -52.5% | -26.2% |
| 1Y | +1.7% | +12.9% | -11.2% | -1.8% |
| All | +15.5% | -2.2% | +17.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling